Deniz Erdemlioglu

Professor of Finance @IESEG & @CNRS • Academic Co-Director - Master in Finance | PhD @KU_Leuven | Fulbright Alumnus | Financial Econometrics | Views my own.

[Deniz Erdemlioglu @d_erdemlioglu]

Our paper “Mind your language: Market responses to central bank speeches” (w/ Max Ahrens, @mcmahonecon, Chris Neely, and Xiye Yang) is forthcoming in the Journal of Econometrics!

Super grateful to Michael and Chris for bringing the paper to the next level with their expertise!

[Deniz Erdemlioglu @d_erdemlioglu]

@Thierry_Kame Thank you, Thierry!

[Deniz Erdemlioglu @d_erdemlioglu]

Our paper “Mind your language: Market responses to central bank speeches” (w/ Max Ahrens, @mcmahonecon, Chris Neely, and Xiye Yang) is forthcoming in the Journal of Econometrics!

Super grateful to Michael and Chris for bringing the paper to the next level with their expertise!

[Deniz Erdemlioglu @d_erdemlioglu]

@JulienPenasse @J_Fin_Economics Great paper, Julien. Congrats!

[Deniz Erdemlioglu @d_erdemlioglu]

@Cem_Cakmakli Cem Hocam, harika haber, harika çalisma, çok tebrikler!

[Deniz Erdemlioglu @d_erdemlioglu]

Thrilled to announce that applications are now open for our Master Program in #Banking, #Capital #Markets, and #Fintech! ��🔬📊🎓 Please check out our video and join us!🚨

#FinanceMasters #FintechEducation
#StudentLife #FinTechMasters #Students @IESEG

https://t.co/gsuqdcjlt7

[Deniz Erdemlioglu @d_erdemlioglu]

@AnthonyLeeZhang Alsace region in France? Strasbourg, Colmar, Mulhouse, Riquewihr. Xmas markets are awesome, weather is fine.

[Deniz Erdemlioglu @d_erdemlioglu]

Looking forward to this great event!

[Giuseppe Cavaliere @CavaliereGiu]

Hi #EconTwitter!

The preliminary program of the 𝟐𝟎𝟐𝟑 #𝐍𝐁𝐄𝐑-@NS@NSF 𝐓𝐢𝐦𝐞 𝐒𝐞𝐫𝐢𝐞𝐬 𝐂𝐨𝐧𝐟𝐞𝐫𝐞𝐧𝐜𝐞 is out!

Check it out here: https://t.co/40eAAYBjiA

Lots of cool #econometrics contents!

[Deniz Erdemlioglu @d_erdemlioglu]

@ayusufmercan Congrats Fatih! All the best! @yfatihkarahan

[Deniz Erdemlioglu @d_erdemlioglu]

@mcmahonecon @fiscalcouncil Congrats Michael! Fantastic news!

[Deniz Erdemlioglu @d_erdemlioglu]

@tomgoldsteincs Congrats Tom!

[CEPR @cepr_org]

CEPR Discussion Paper - DP18191
Mind Your Language: Market Responses to Central Bank Speeches
@_MaxAhrens_ @UniofOxford, @d_erdemlioglu @IESEG, @mcmahonecon @OxfordEconDept C.J Neely @stlouisfed @STLFedResearch Xiye Yang @RutgersU @RutgersSAS
https://t.co/eZy8VRJSP6
#CEPR_MEF

[Max Ahrens @_MaxAhrens_]

🚨 We are excited to share our working paper "Mind Your Language: Market Reactions to Central Bank Speeches". Available on SSRN: https://t.co/BzbcHFhvH5

[Deniz Erdemlioglu @d_erdemlioglu]

@CavaliereGiu @JEconometrics Congrats Giuseppe!

[Deniz Erdemlioglu @d_erdemlioglu]

@mcmahonecon My sincere condolences, Michael. Best wishes for 2022.

[Deniz Erdemlioglu @d_erdemlioglu]

@WhitesPhD My condolences to you and your family, Daniele

[Deniz Erdemlioglu @d_erdemlioglu]

How it started | How it’s going with zoom

#EconTwitter #AcademicChatter #academiclife #AcademicTwitter #phdlife

[Deniz Erdemlioglu @d_erdemlioglu]

🆕🚨Seminar Alert🚨🆕🔜
Look forward to presenting my new work at the Oxford-Man Institute of Quantitative Finance @UniofOxford

🕓Thursday, May 6 | 4pm (London)
📍Online
⚙️Abstract & details, please ✍️➡️ https://t.co/VXE5Cvu2PK

#IESEGResearch #EconTwitter #StockMarket #IESEG

[Deniz Erdemlioglu @d_erdemlioglu]

3️⃣🅱️ We generate new rankings for systemically important financial institutions, and construct impulse-response functions to assess the effects of adverse shocks on the system.

🗓 Working paper coming up soon!

[n/n]

[Deniz Erdemlioglu @d_erdemlioglu]

It was a great pleasure to present my paper on “Measuring Realized Interdependencies and Connectedness with High-dimensional VAR Models”

(joint w/ Massimiliano Caporin - Padua & Stefano Nasini - IESEG).

[1/n]

#IESEGResearch @TimberlakeLtd #econometrics #EconTwitter

[Timberlake - Data Science & Econometrics @TimberlakeLtd]

The Dynamic Econometrics Conference starts today! We are looking forward to welcoming you to the first virtual edition of the event. Make sure you’re registered to attend this private event, sign up here before 12pm GMT: https://t.co/jzF31hS7sU

[Deniz Erdemlioglu @d_erdemlioglu]

3️⃣🅰️ Empirical analysis: 1095 U.S. stocks + 1-min sampling frequency + 15 years of data + 4 realized indicators.

[7/n]